Preheat oven to 425. Line a pan with foil. Cut squash in half and remove seeds. Rub cut side with olive oil and put cut side down on foil pan. Roast squash until very soft, about 45-60 minutes by testing with a fork. Heat soup pot over medium heat and add coconut oil. Sauté apple, sage leaves and onion until lightly caramelized. Add broth and water. Scoop out cooled, cooked squash with a spoon and add to pot. Simmer 15 minutes to combine. Add the dash of cayenne pepper. Use blender or immersion blender to puree until smooth. Serve warm!